I rarely color straight on my rough sketches because I work well with clean linearts but it's nice to dab into this from time to time. I need to master this technique though after I master my current style.
If you noticed in the images, it's by order:
For this kind of technique, you can still utilize using many layers (layers is your best friend when doing digital illustration!). The one thing that's good about painting in this technique is that you can paint over the errors you've done during sketch process, it's easier to lasso tool a part and tweak it compared to having a separate lineart and color folder.
You can also train yourself to paint evenly each parts compared to isolating them into parts. It's easier in this style because you don't need to navigate much through tons of layers and folders.
I only worked on this for an hour but if this is the kind of style you're currently using/aiming to use, you just need to allot more time to paint, tweak and finalize the illustration. Patience is the key painting basically anything tbh.
I do recommend using textured brushes if you want it to feel more like a traditional painting! Using several textured brushes will make it more traditional. :)